Add to ORKGThis paper deals with portfolio efficiency testing with respect to various criteria
We develop empirical tests for stochastic dominance efficiency of a given investment portfolio relat...
In this paper computational techniques to process financial data and to assess management efficiency...
peer reviewedThis paper performs a census of the 107 performance measures for portfolios that have b...
A test for the ex ante efficiency of a given portfolio of assets is analyzed. The relevant statistic...
This paper develops a Bay-esian test of portfolio efficiency ~ and derives a computationally conveni...
In the literature several parametric methods have been proposed to test the mean variance efficiency...
L’efficience du portefeuille de marché demeure une question controversée. Cet article propose un nou...
Abstract: This paper examines some performance measures to be considered as an alternative of the Sh...
Background: In the portfolio optimization area, most of the research is focused on insample portfoli...
textabstractThis study proposes a test for mean-variance efficiency of a given portfolio under gener...
Portfolio performance evaluation is a tool used to judge how a portfolio performs during given perio...
Efficiency is not an easy thing. From that point, this topic is attracting lots of competitors, inve...
textabstractWe derive empirical tests for the mean-variance efficiency of a given portfolio. The tes...
Markowitz portfolio theory (1952) has induced research into the efficiency of portfolio management. ...
In the paper we apply a Markowitz Super Criterion to test the Portfolio Efficiency of statistically ...
We develop empirical tests for stochastic dominance efficiency of a given investment portfolio relat...
In this paper computational techniques to process financial data and to assess management efficiency...
peer reviewedThis paper performs a census of the 107 performance measures for portfolios that have b...
A test for the ex ante efficiency of a given portfolio of assets is analyzed. The relevant statistic...
This paper develops a Bay-esian test of portfolio efficiency ~ and derives a computationally conveni...
In the literature several parametric methods have been proposed to test the mean variance efficiency...
L’efficience du portefeuille de marché demeure une question controversée. Cet article propose un nou...
Abstract: This paper examines some performance measures to be considered as an alternative of the Sh...
Background: In the portfolio optimization area, most of the research is focused on insample portfoli...
textabstractThis study proposes a test for mean-variance efficiency of a given portfolio under gener...
Portfolio performance evaluation is a tool used to judge how a portfolio performs during given perio...
Efficiency is not an easy thing. From that point, this topic is attracting lots of competitors, inve...
textabstractWe derive empirical tests for the mean-variance efficiency of a given portfolio. The tes...
Markowitz portfolio theory (1952) has induced research into the efficiency of portfolio management. ...
In the paper we apply a Markowitz Super Criterion to test the Portfolio Efficiency of statistically ...
We develop empirical tests for stochastic dominance efficiency of a given investment portfolio relat...
In this paper computational techniques to process financial data and to assess management efficiency...
peer reviewedThis paper performs a census of the 107 performance measures for portfolios that have b...